Search Sort by Newest to OldestOldest to NewestRelevanceA-ZZ-A Pagination First page First Previous page ‹ Page 1 Current page 2 Page 3 … Next page › Last page Last The Balance Sheet You Need The inflation debate—transitory or structural—continues, but so far it doesn’t seem to be having much of an impact on rates. Long rates have moved higher in 2021 but the current 30-year... Blog A Long Strange Trip We are heading into the holiday lull, but markets will continue to be buffeted by a host of competing events. Markets careen from one risk to another and key volatility indicators—like... Blog Fun With Statistics Healthcare Treasury and Capital Markets This week Federal Reserve Chairman Jerome Powell affirmed that the wind down in Quantitative Easing will accelerate while introducing the potential for three 0.25% rate hikes during... Blog To 2022 and Beyond Happy New Year and high hopes for a healthy, happy, and successful 2022; the one certainty is that it won’t be uneventful. Let’s kick off this year’s discussion with a level-setting... Blog LIBOR Transition Considerations for Credit Agreements and Derivatives In this webinar, Kaufman Hall Senior Vice Presidents Steven Sohn and Geoff Stenger will discuss impacts of the LIBOR transition on bank credit agreements and derivatives, including LIBOR replacement alternatives, amendment options for existing agreements, and fallback rate calculations for LIBOR-based swaps. Webinar Capital Markets Outlook for 2022 In the early days of COVID, The Wall Street Journal published an opinion piece by Allison Schrager that has stayed with us throughout the pandemic. Schrager built her essay on the... Article COVID Stabilization and Lines of Credit As the COVID crisis moderates, the question for most organizations is whether to maintain lines of credit. The answer requires clarity on the purpose of these facilities today. Blog Driving New Roads with Old Maps Healthcare issuance has been relatively modest over the past several weeks, with a mix of tax-exempt and taxable transactions across the credit curve. Transactions continue to get done... Blog Higher Rates and Capital Structure Management As organizations consider how to respond to rising rates, one option is introducing capital structure risk: using floating rate products, put bonds, or other structures that move debt to a lower cost point on the yield curve in exchange for assuming risk. Blog Managing Market Issues and Opportunities Amid Complex Pressures Debt issuance has been modest, but there is significant building supply. The issuance context is continuing benchmark and credit spread disruption as markets react to competing... Blog Repricing Risk Healthcare issuance kicked back in this week with borrowers confronting varied pricing performance, especially in the tax-exempt sector. We are in a period where risk appetites and risk... Blog What the Yield Curve Is Saying The market environment remains challenging given both rising benchmark rates and volatile spreads along the credit spectrum. It all starts with Treasuries but radiates out to MMD and... Blog Pagination First page First Previous page ‹ Page 1 Current page 2 Page 3 … Next page › Last page Last
The Balance Sheet You Need The inflation debate—transitory or structural—continues, but so far it doesn’t seem to be having much of an impact on rates. Long rates have moved higher in 2021 but the current 30-year... Blog
A Long Strange Trip We are heading into the holiday lull, but markets will continue to be buffeted by a host of competing events. Markets careen from one risk to another and key volatility indicators—like... Blog
Fun With Statistics Healthcare Treasury and Capital Markets This week Federal Reserve Chairman Jerome Powell affirmed that the wind down in Quantitative Easing will accelerate while introducing the potential for three 0.25% rate hikes during... Blog
To 2022 and Beyond Happy New Year and high hopes for a healthy, happy, and successful 2022; the one certainty is that it won’t be uneventful. Let’s kick off this year’s discussion with a level-setting... Blog
LIBOR Transition Considerations for Credit Agreements and Derivatives In this webinar, Kaufman Hall Senior Vice Presidents Steven Sohn and Geoff Stenger will discuss impacts of the LIBOR transition on bank credit agreements and derivatives, including LIBOR replacement alternatives, amendment options for existing agreements, and fallback rate calculations for LIBOR-based swaps. Webinar
Capital Markets Outlook for 2022 In the early days of COVID, The Wall Street Journal published an opinion piece by Allison Schrager that has stayed with us throughout the pandemic. Schrager built her essay on the... Article
COVID Stabilization and Lines of Credit As the COVID crisis moderates, the question for most organizations is whether to maintain lines of credit. The answer requires clarity on the purpose of these facilities today. Blog
Driving New Roads with Old Maps Healthcare issuance has been relatively modest over the past several weeks, with a mix of tax-exempt and taxable transactions across the credit curve. Transactions continue to get done... Blog
Higher Rates and Capital Structure Management As organizations consider how to respond to rising rates, one option is introducing capital structure risk: using floating rate products, put bonds, or other structures that move debt to a lower cost point on the yield curve in exchange for assuming risk. Blog
Managing Market Issues and Opportunities Amid Complex Pressures Debt issuance has been modest, but there is significant building supply. The issuance context is continuing benchmark and credit spread disruption as markets react to competing... Blog
Repricing Risk Healthcare issuance kicked back in this week with borrowers confronting varied pricing performance, especially in the tax-exempt sector. We are in a period where risk appetites and risk... Blog
What the Yield Curve Is Saying The market environment remains challenging given both rising benchmark rates and volatile spreads along the credit spectrum. It all starts with Treasuries but radiates out to MMD and... Blog